3,668 research outputs found
Construction of Hilbert Transform Pairs of Wavelet Bases and Gabor-like Transforms
We propose a novel method for constructing Hilbert transform (HT) pairs of
wavelet bases based on a fundamental approximation-theoretic characterization
of scaling functions--the B-spline factorization theorem. In particular,
starting from well-localized scaling functions, we construct HT pairs of
biorthogonal wavelet bases of L^2(R) by relating the corresponding wavelet
filters via a discrete form of the continuous HT filter. As a concrete
application of this methodology, we identify HT pairs of spline wavelets of a
specific flavor, which are then combined to realize a family of complex
wavelets that resemble the optimally-localized Gabor function for sufficiently
large orders.
Analytic wavelets, derived from the complexification of HT wavelet pairs,
exhibit a one-sided spectrum. Based on the tensor-product of such analytic
wavelets, and, in effect, by appropriately combining four separable
biorthogonal wavelet bases of L^2(R^2), we then discuss a methodology for
constructing 2D directional-selective complex wavelets. In particular,
analogous to the HT correspondence between the components of the 1D
counterpart, we relate the real and imaginary components of these complex
wavelets using a multi-dimensional extension of the HT--the directional HT.
Next, we construct a family of complex spline wavelets that resemble the
directional Gabor functions proposed by Daugman. Finally, we present an
efficient FFT-based filterbank algorithm for implementing the associated
complex wavelet transform.Comment: 36 pages, 8 figure
Principled Design and Implementation of Steerable Detectors
We provide a complete pipeline for the detection of patterns of interest in
an image. In our approach, the patterns are assumed to be adequately modeled by
a known template, and are located at unknown position and orientation. We
propose a continuous-domain additive image model, where the analyzed image is
the sum of the template and an isotropic background signal with self-similar
isotropic power-spectrum. The method is able to learn an optimal steerable
filter fulfilling the SNR criterion based on one single template and background
pair, that therefore strongly responds to the template, while optimally
decoupling from the background model. The proposed filter then allows for a
fast detection process, with the unknown orientation estimation through the use
of steerability properties. In practice, the implementation requires to
discretize the continuous-domain formulation on polar grids, which is performed
using radial B-splines. We demonstrate the practical usefulness of our method
on a variety of template approximation and pattern detection experiments
An efficient computational scheme for the two-dimensional overcomplete wavelet transform
2002-2003 > Academic research: refereed > Publication in refereed journalVersion of RecordPublishe
Semi-nonparametric IV estimation of shape-invariant Engel curves
This paper studies a shape-invariant Engel curve system with endogenous total expenditure, in which the shape-invariant specification involves a common shift parameter for each demographic group in a pooled system of nonparametric Engel curves. We focus on the identification and estimation of both the nonparametric shapes of the Engel curves and the parametric specification of the demographic scaling parameters. The identification condition relates to the bounded completeness and the estimation procedure applies the sieve minimum distance estimation of conditional moment restrictions, allowing for endogeneity. We establish a new root mean squared convergence rate for the nonparametric instrumental variable regression when the endogenous regressor could have unbounded support. Root-n asymptotic normality and semiparametric efficiency of the parametric components are also given under a set of "low-level" sufficient conditions. Our empirical application using the U.K. Family Expenditure Survey shows the importance of adjusting for endogeneity in terms of both the nonparametric curvatures and the demographic parameters of systems of Engel curves
Functional Regression
Functional data analysis (FDA) involves the analysis of data whose ideal
units of observation are functions defined on some continuous domain, and the
observed data consist of a sample of functions taken from some population,
sampled on a discrete grid. Ramsay and Silverman's 1997 textbook sparked the
development of this field, which has accelerated in the past 10 years to become
one of the fastest growing areas of statistics, fueled by the growing number of
applications yielding this type of data. One unique characteristic of FDA is
the need to combine information both across and within functions, which Ramsay
and Silverman called replication and regularization, respectively. This article
will focus on functional regression, the area of FDA that has received the most
attention in applications and methodological development. First will be an
introduction to basis functions, key building blocks for regularization in
functional regression methods, followed by an overview of functional regression
methods, split into three types: [1] functional predictor regression
(scalar-on-function), [2] functional response regression (function-on-scalar)
and [3] function-on-function regression. For each, the role of replication and
regularization will be discussed and the methodological development described
in a roughly chronological manner, at times deviating from the historical
timeline to group together similar methods. The primary focus is on modeling
and methodology, highlighting the modeling structures that have been developed
and the various regularization approaches employed. At the end is a brief
discussion describing potential areas of future development in this field
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